DEA模型的中国商业银行效率研究——基于因子分析

Research on Efficiency of Chinese Commercial Banks Based on Factor Analysis-DEA Method

为了更加深刻地认识中国商业银行的效率,本文构建与传统DEA模型不同的因子分析—DEA模型,对2000-2012年间我国12家大型股份制和股份制商业银行的效率变化进行考察.研究结果显示总体上我国12家商业银行在2001-2012年间综合效率和纯技术效率均呈现先上升后下降再上升的特征,而规模效率呈现增长趋势,但变化不显著.其中,大型股份制银行总体上属于纯技术有效,规模无效;股份制银行总体上属于纯技术无效而规模效率呈递增状态.

In order to more profound understanding of the efficiency of Chinese commercial banks, this paper applies a factor analysis-the DEA model, which different from the traditional DEA model, to in- vestigate the efficiency variation between 12 banks, including large joint-stock commercial banks and joint-stock commercial banks, from 2000 to 2009. The empirical results show that this nine years the characteristics of the technical efficiency and pure technical efficiency of 12 commercial banks in general were first increased, then fell and later increased. The scale efficiency have an increasing trend year by year, and does not change significantly. Among them, the large joint-stock banks generally belong to ef- fective pure technical efficiency and invalid scale efficiency, as while as the joint-stock banks is invalid pure technical efficiency and the scale efficiency increasing.